+56.0%
MNA vs VT
+405.7%
-349.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.4% |
| 7D | -0.8% | -4.2% | +3.3% | 0.0% |
| 30D | -0.2% | -5.8% | +5.6% | +1.0% |
| 3M | +0.2% | -5.2% | +5.4% | +1.2% |
| 6M | +0.7% | +0.1% | +0.5% | +0.5% |
| YTD | +2.5% | +8.2% | -5.7% | +0.7% |
| 1Y | +2.5% | +10.1% | -7.7% | +0.2% |
| 3Y | +17.8% | +69.7% | -51.9% | +4.9% |
| 5Y | +14.0% | +53.4% | -39.4% | +3.1% |
| 10Y | +32.8% | +219.2% | -186.4% | +0.9% |
| All | +56.0% | +405.7% | -349.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling